Common Messages

Header Format

Standard FIX Header format.

Field tagField nameFormatReqComments
8BeginStringStringYAlways FIX.4.4
9BodyLengthLengthYMessage length in bytes forward to the CheckSum (10) field
35MessageTypeStringYMessage type
49SenderCompIDStringYBTNL_PF (pricefeed) or BTNL_DC (dropcopy)
50SenderSubIDStringN
56TargetCompIDStringYNegotiated value to identify receiving firm
34MsgSeqNumSeqNumYInteger message sequence number
52SendingTimeUTCTimestampYTime of message transmission
43PossDupFlagBooleanCRequired for resent messages. Y = Possible duplicate
97PossResendBooleanCRequired for messages resent under a new sequence number. Y = Possible resend

Trailer Format

Standard FIX Trailer Format.

Field tagField nameFormatReqComments
10CheckSumStringYThree byte, simple checksum. Always last field in message. See Volume 2: "Checksum Calculation"

Administrative Messages

Message typeTag 35 (MsgType)
LogonA
Heartbeat0
Test Request1
Logout5

Logon Message

The Logon (A) message authenticates a user establishing a connection to a remote system.

Field tagField nameFormatReqComments
553UsernameStringYUsername is the connection id in hexadecimal.
554PasswordStringYPassword is the connection auth token.
98EncryptMethodIntYConstant 0 (None) required.
108HeartBtIntIntYHeartbeat interval in seconds (No less than 10). Recommend 30-60.
141ResetSeqNumFlagBoolNY or N indicates that both sides of a FIX session should reset seq nums.

Example:

8=FIX.4.4 | 9=88 | 35=A | 49=fix_client | 56=BTNL_PF | 34=1 | 52=20061124-15:47:02.951 | 98=0 | 108=30 | 553=10 | 554=AUTHTOKEN | 141=Y | 10=CHECKSUM |

Heartbeat

The Heartbeat (0) message monitors the status of the communication link and identifies when the last of a string of messages was not received.

Field tagField nameFormatReqComments
112TestReqIDStringCRequired if the result of a Test Request (1) message

Example:

8=FIX.4.4 | 9=57 | 35=0 | 34=2 | 49=BTNL_DC | 56=BTNL_DC | 52=20210525-16:59:02.564 | 10=012 |

Test Request

The TestRequest (1) message forces a heartbeat from the connected application.

Field tagField nameFormatReqComments
112TestReqIDStringYIdentifier to be returned in the resulting Heartbeat (0)

Example:

8=FIX.4.4 | 9=75 | 35=1 | 49=BTNL_PF | 56=fix_client | 34=2 | 52=20061124-15:50:32.215 | 112=PostLogon_00001 | 10=CHECKSUM |

Logout

The Logout (5) message terminates the FIX session. Disconnection without the exchange of Logout (5) messages should be interpreted as an abnormal condition.

Field tagField nameFormatReqComments
58TextStringNFree format text string

Example:

8=FIX.4.4 | 9=95 | 35=5 | 49=BTNL_PF | 56=fix_client | 34=25 | 52=20061124-15:59:50.524  | 58=NormalLogoutInitiatedByCounterparty | 10=054 |

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